Interest Rates Derivatives
2016 year-to-date vs. 2015 year-to-date
- Overall interest rate notionals increased 7%, while trade counts decreased 5%
- Both cleared notionals and trade counts were up 15% and 9% respectively
- Both SEF notionals and trade counts increased 4% and 2% respectively
- 83% of total notional was cleared vs. 77%
- 56% of total notional was executed On SEF vs. 58%
2016 current week vs. 2015 current week
- Overall interest rate notionals rose 24%, while trade counts decreased 18%
- Cleared notionals increased 33%, while trade counts decreased 13%
- SEF notionals rose 45%, while trade counts decreased 9%
- 85% of total notional was cleared vs. 79%
- 65% of total notional was executed On SEF vs. 56%
Go to the SwapsInfo IRD Price/Transaction page
Credit Default Swaps
2016 year-to-date vs. 2015 year-to-date
- Both overall CDS notionals and trade counts were up 23% and 33% respectively
- Both cleared notionals and trade counts increased 26% and 33% respectively
- Both SEF notionals and trade counts increased 35% and 42% respectively
- 82% of total notional was cleared vs. 80%
- 78% of total notional was executed On SEF vs. 71%
2016 current week vs. 2015 current week
- Both overall CDS notionals and trade counts decreased 4% and 5% respectively
- Cleared notionals were up 4%, while trade counts were down 1%
- SEF notionals increased 6%, while trade counts remained flat
- 84% of total notional was cleared vs. 76%
- 80% of total notional was executed On SEF vs. 72%